+448.7%
AXP vs MOD
+911.6%
-462.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.7% | -6.9% | -2.4% |
| 7D | +0.6% | -25.5% | +26.1% | +6.1% |
| 30D | +5.8% | -49.0% | +54.8% | +20.5% |
| 3M | -6.0% | -49.8% | +43.8% | +6.7% |
| 6M | +0.3% | -64.8% | +65.1% | +20.5% |
| YTD | -12.3% | -27.6% | +15.4% | -12.7% |
| 1Y | -11.2% | -35.2% | +24.0% | -10.2% |
| 3Y | +117.0% | +137.1% | -20.1% | +46.4% |
| 5Y | +93.2% | +760.3% | -667.1% | -11.8% |
| All | +448.7% | +911.6% | -462.9% | +102.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MOD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling